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A linear-time algorithm for the trust region subproblem based on hidden convexity. (English) Zbl 1410.90145
Summary: We present a linear-time approximation scheme for solving the trust region subproblem (TRS). It employs Nesterov’s accelerated gradient descent algorithm to solve a convex programming reformulation of (TRS). The total time complexity is less than that of the recent linear-time algorithm. The algorithm is further extended to the two-sided trust region subproblem.

90C20 Quadratic programming
Full Text: DOI
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